A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...
An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...
An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...
Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...
A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...
A breed of options that bear non-standard features/ elements, as opposed to vanilla options (plain vanilla options). These features/ elements...
A breed of options that bear non-standard features/ elements, as opposed to vanilla options (plain vanilla options). These features/ elements...
A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...